On Optimality of Stepdown and Stepup Multiple Test Procedures
Statistics Theory
2007-06-13 v1 Statistics Theory
Abstract
Consider the multiple testing problem of testing k null hypotheses, where the unknown family of distributions is assumed to satisfy a certain monotonicity assumption. Attention is restricted to procedures that control the familywise error rate in the strong sense and which satisfy a monotonicity condition. Under these assumptions, we prove certain maximin optimality results for some well-known stepdown and stepup procedures.
Cite
@article{arxiv.math/0507417,
title = {On Optimality of Stepdown and Stepup Multiple Test Procedures},
author = {E. L. Lehmann and Joseph P. Romano and Juliet Popper Shaffer},
journal= {arXiv preprint arXiv:math/0507417},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/009053605000000066 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)